1.15Open0.72Pre Close1 Volume2 Open Interest0.50Strike Price115.00Turnover356.87%IV1.85%PremiumJan 17, 2025Expiry Date1.12Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9638Delta0.0568Gamma1.22Leverage Ratio-0.0026Theta0.0002Rho1.18Eff Leverage0.0003Vega